9 resultados para Stationary Probability Density

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.

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The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.

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The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

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Many discussions have enlarged the literature in Bibliometrics since the Hirsch proposal, the so called h-index. Ranking papers according to their citations, this index quantifies a researcher only by its greatest possible number of papers that are cited at least h times. A closed formula for h-index distribution that can be applied for distinct databases is not yet known. In fact, to obtain such distribution, the knowledge of citation distribution of the authors and its specificities are required. Instead of dealing with researchers randomly chosen, here we address different groups based on distinct databases. The first group is composed of physicists and biologists, with data extracted from Institute of Scientific Information (IS!). The second group is composed of computer scientists, in which data were extracted from Google-Scholar system. In this paper, we obtain a general formula for the h-index probability density function (pdf) for groups of authors by using generalized exponentials in the context of escort probability. Our analysis includes the use of several statistical methods to estimate the necessary parameters. Also an exhaustive comparison among the possible candidate distributions are used to describe the way the citations are distributed among authors. The h-index pdf should be used to classify groups of researchers from a quantitative point of view, which is meaningfully interesting to eliminate obscure qualitative methods. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

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Context. The angular diameter distances toward galaxy clusters can be determined with measurements of Sunyaev-Zel'dovich effect and X-ray surface brightness combined with the validity of the distance-duality relation, D-L(z)(1 + z)(2)/D-A(z) = 1, where D-L(z) and D-A(z) are, respectively, the luminosity and angular diameter distances. This combination enables us to probe galaxy cluster physics or even to test the validity of the distance-duality relation itself. Aims. We explore these possibilities based on two different, but complementary approaches. Firstly, in order to constrain the possible galaxy cluster morphologies, the validity of the distance-duality relation (DD relation) is assumed in the Lambda CDM framework (WMAP7). Secondly, by adopting a cosmological-model-independent test, we directly confront the angular diameters from galaxy clusters with two supernovae Ia (SNe Ia) subsamples (carefully chosen to coincide with the cluster positions). The influence of the different SNe Ia light-curve fitters in the previous analysis are also discussed. Methods. We assumed that eta is a function of the redshift parametrized by two different relations: eta(z) = 1 +eta(0)z, and eta(z) = 1 + eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying the possible departure from the strict validity of the DD relation. In order to determine the probability density function (PDF) of eta(0), we considered the angular diameter distances from galaxy clusters recently studied by two different groups by assuming elliptical and spherical isothermal beta models and spherical non-isothermal beta model. The strict validity of the DD relation will occur only if the maximum value of eta(0) PDF is centered on eta(0) = 0. Results. For both approaches we find that the elliptical beta model agrees with the distance-duality relation, whereas the non-isothermal spherical description is, in the best scenario, only marginally compatible. We find that the two-light curve fitters (SALT2 and MLCS2K2) present a statistically significant conflict, and a joint analysis involving the different approaches suggests that clusters are endowed with an elliptical geometry as previously assumed. Conclusions. The statistical analysis presented here provides new evidence that the true geometry of clusters is elliptical. In principle, it is remarkable that a local property such as the geometry of galaxy clusters might be constrained by a global argument like the one provided by the cosmological distance-duality relation.

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Compartmentalization of self-replicating molecules (templates) in protocells is a necessary step towards the evolution of modern cells. However, coexistence between distinct template types inside a protocell can be achieved only if there is a selective pressure favoring protocells with a mixed template composition. Here we study analytically a group selection model for the coexistence between two template types using the diffusion approximation of population genetics. The model combines competition at the template and protocell levels as well as genetic drift inside protocells. At the steady state, we find a continuous phase transition separating the coexistence and segregation regimes, with the order parameter vanishing linearly with the distance to the critical point. In addition, we derive explicit analytical expressions for the critical steadystate probability density of protocell compositions.

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In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

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The aim of this study was to evaluate the immunoexpression of MMP-2, MMP-9 and CD31/microvascular density in squamous cell carcinomas of the floor of the mouth and to correlate the results with demographic, survival, clinical (TNM staging) and histopathological variables (tumor grade, perineural invasion, embolization and bone invasion). Data from medical records and diagnoses of 41 patients were reviewed. Histological sections were subjected to immunostaining using primary antibodies for human MMP-2, MMP-9 and CD31 and streptavidin-biotin-immunoperoxidase system. Histomorphometric analyses quantified positivity for MMPs (20 fields per slide, 100?points grade, ×200) and for CD31 (microvessels <50?µm in the area of the highest vascularization, 5 fields per slide, 100?points grade, ×400). Statistical design was composed by non-parametric Mann-Whitney U test (investigating the association between numerical variables and immunostainings), chi-square frequency test (in contingency tables), Fisher's exact test (when at least one expected frequency was less than 5 in 2×2 tables), Kaplan-Meier method (estimated probabilities of overall survival) and Iogrank test (comparison of survival curves), all with a significance level of 5%. There was a statistically significant correlation between immunostaining for MMP-2 and lymph node metastasis. Factors associated negatively with survival were N stage, histopathological grade, perineural invasion and immunostaining for MMP-9. There was no significant association between immunoexpression of CD31 and the other variables. The intensity of immunostaining for MMP-2 can be indicative of metastasis in lymph nodes and for MMP-9 of a lower probability of survival